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In this paper, we propose a new non-monotone conjugate gradient method for solving unconstrained nonlinear optimization problems. We first modify the non-monotone line search method by introducing a new trigonometric function to calculate…

Optimization and Control · Mathematics 2022-11-15 Sajad Fathi Hafshejani , Daya Gaur , Shahadat Hossain , Robert Benkoczi

The Barzilai-Borwein (BB) gradient method is efficient for solving large-scale unconstrained problems to the modest accuracy and has a great advantage of being easily extended to solve a wide class of constrained optimization problems. In…

Optimization and Control · Mathematics 2020-01-09 Yakui Huang , Yu-Hong Dai , Xin-Wei Liu , Hongchao Zhang

A novel gradient stepsize is derived at the motivation of equipping the Barzilai-Borwein (BB) method with two dimensional quadratic termination property. A remarkable feature of the novel stepsize is that its computation only depends on the…

Optimization and Control · Mathematics 2021-01-12 Yakui Huang , Yu-Hong Dai , Xin-Wei Liu

We propose a new gradient projection algorithm that compares favorably with the fastest algorithms available to date for $\ell_1$-constrained sparse recovery from noisy data, both in the compressed sensing and inverse problem frameworks.…

Numerical Analysis · Mathematics 2013-01-01 I. Loris , M. Bertero , C. De Mol , R. Zanella , L. Zanni

Leveraging on recent advancements on adaptive methods for convex minimization problems, this paper provides a linesearch-free proximal gradient framework for globalizing the convergence of popular stepsize choices such as Barzilai-Borwein…

Optimization and Control · Mathematics 2024-10-22 Hongjia Ou , Andreas Themelis

In this paper, we propose AdaBB, an adaptive gradient method based on the Barzilai-Borwein stepsize. The algorithm is line-search-free and parameter-free, and essentially provides a convergent variant of the Barzilai-Borwein method for…

Optimization and Control · Mathematics 2024-01-17 Danqing Zhou , Shiqian Ma , Junfeng Yang

This paper presents an efficient gradient projection-based method for structural topological optimization problems characterized by a nonlinear objective function which is minimized over a feasible region defined by bilateral bounds and a…

Computational Engineering, Finance, and Science · Computer Science 2020-06-16 Zhi Zeng , Fulei Ma

We develop a Trust Region method with Regularized Barzilai-Borwein step-size obtained in a previous paper for solving large-scale unconstrained optimization problems. Simultaneously, the non-monotone technique is combined to formulate an…

Optimization and Control · Mathematics 2024-09-24 Xin Xu , Congpei An

In this paper, we consider the unconstrained multiobjective optimization problem. In recent years, researchers pointed out that the steepest decent method may generate small stepsize which leads to slow convergence rates. To address the…

Optimization and Control · Mathematics 2025-12-12 Yingxue Yang

We consider a distributed multi-agent optimization problem over a time-invariant undirected graph, where each agent possesses a local objective function and all agents collaboratively minimize the average of all objective functions through…

Optimization and Control · Mathematics 2019-07-19 Juan Gao , Xinwei Liu , Yu-Hong Dai , Yakui Huang , Peng Yang

We propose a new stepsize for the gradient method. It is shown that this new stepsize will converge to the reciprocal of the largest eigenvalue of the Hessian, when Dai-Yang's asymptotic optimal gradient method (Computational Optimization…

Optimization and Control · Mathematics 2019-05-13 Yakui Huang , Yu-Hong Dai , Xin-Wei Liu , Hongchao Zhang

The Barzilai-Borwein (BB) method is an effective gradient descent algorithm for solving unconstrained optimization problems. Based on the observation of two classical BB step sizes, by constructing an interpolated least squares model, we…

Optimization and Control · Mathematics 2025-07-22 Xin Xu

Stochastic variance reduced methods have shown strong performance in solving finite-sum problems. However, these methods usually require the users to manually tune the step-size, which is time-consuming or even infeasible for some…

Optimization and Control · Mathematics 2023-10-10 Binghui Xie , Chenhan Jin , Kaiwen Zhou , James Cheng , Wei Meng

In this paper, we propose a non-monotone line search method for solving optimization problems on Stiefel manifold. Our method uses as a search direction a mixed gradient based on a descent direction, and a Barzilai-Borwein line search.…

Optimization and Control · Mathematics 2017-02-15 Harry Oviedo , Hugo Lara , Oscar Dalmau

Variable metric proximal gradient (VM-PG) is a widely used class of convex optimization method. Lately, there has been a lot of research on the theoretical guarantees of VM-PG with different metric selections. However, most such metric…

Optimization and Control · Mathematics 2019-10-17 Youngsuk Park , Sauptik Dhar , Stephen Boyd , Mohak Shah

This paper is devoted to minimizing the sum of a smooth function and a nonsmooth $\ell_1$-regularized term. This problem as a special cases includes the $\ell_1$-regularized convex minimization problem in signal processing, compressive…

Optimization and Control · Mathematics 2017-10-23 Yunhai Xiao , Soon-Yi Wu , Liqun Qi

Due to simplicity, computational cheapness, and efficiency, the Barzilai and Borwein (BB) gradient method has received a significant amount of attention in different fields of optimization. In the first part of this paper, based on spectral…

Optimization and Control · Mathematics 2018-06-29 Behzad Azmi , Karl Kunisch

We study the use of inverse harmonic Rayleigh quotients with target for the stepsize selection in gradient methods for nonlinear unconstrained optimization problems. This provides not only an elegant and flexible framework to parametrize…

Numerical Analysis · Mathematics 2022-10-21 Giulia Ferrandi , Michiel E. Hochstenbach , Natasa Krejic

The steepest descent method proposed by Fliege et al. motivates the research on descent methods for multiobjective optimization, which has received increasing attention in recent years. However, empirical results show that the Armijo line…

Optimization and Control · Mathematics 2022-04-20 Jian Chen , Liping Tang , Xinmin Yang

When minimizing a multiobjective optimization problem (MOP) using multiobjective gradient descent methods, the imbalances among objective functions often decelerate the convergence. In response to this challenge, we propose two types of the…

Optimization and Control · Mathematics 2023-08-10 Jian Chen , Liping Tang , Xinmin Yang
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